Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 94 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 94 | — |
| Standard deviation | 6.33 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -1.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 90 | — |
| Standard deviation | 5.80 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |